First, you need schematics for it. You can find them:
- Can be bought from Tulip in Underworld.
- Inside the Power Substation (on the workbench) of MDPL-13 Power Station.
- Reward for Stealing Independence from Abraham Washington.
When you got the schematics, you need parts for the gun. The parts are:
- Fission Battery
- Pressure Cooker
- Steam Gauge Assembly
You can find those all over the Capital Wasteland.
Then you have to find a workbench. Locations of them:
- Megaton - Inside Craterside Supply.
- Rivet City - In the Market, and in The Capitol Preservation Society.
- Meresti Station - The Family's hideout.
- Jocko's Pop & Gas Stop - northwest of Tenpenny Tower. In the shack.
- Robco Facility - northeast of Tenpenny Tower.
- Upper level of one of the SatCom Array facilities.
- In your house/apartment, after purchasing the My First Workbench item from Moira Brown.
- In the tunnels from the Jefferson Memorial to the Citadel, located in a side passage. NOTE: The area around this workbench is radioactive.
- Hamilton's Hideaway
- Jury Street Metro Station - Inside, protected by 3 raiders.
- Pinkerton's hideout in the Broken Bow of Rivet City.
- Evergreen Mills Bazaar - Smiling Jack has a workbench in the northwest alcove of his store.
- Falls Church metro, in the Franklin Metro Utility room.
- Mechanist's Lair
- Bethesda Ruins - 3rd floor of Bethesda East building.
- MDPL-13 Power Station - Substation shack.
- Old Olney - in the Sewers.
- Greener Pastures Disposal Site - Against the south wall inside the Office building.
- Canterbury Commons - In Dominic and Machete's house.
- Little Lamplight - In the great chamber.
- Fort Independence - In the lower level.
- On the top floor of a destroyed Raider-occupied building, northwest of the Arlington Library.
- The Underworld - In Underworld Outfitters shop run by Tulip. The Underworld is in the main concourse in the Museum of History.
- National Guard Depot - One level below the floor you enter on, by a desk. Go down the stairs on the left as soon as you enter.
- Paradise Falls - Inside Lock and Load on the left side of the shop when you walk in.
- Enclave Crawler - Behind the repulsion field when you first enter it. (Broken Steel add-on)
- Engineering Core- At the 2nd level where you first enter. (Mothership Zeta add-on)
You can also find them at your house on Megaton or suite at Tenpenny Tower, if you're bought it.
Hope this helped!